TeX and LaTeX

TeX is a typesetting tool that is used predominantly by mathematicians and other scientists to prepare reports, articles and books. It is more efficient than any other word processor. (In fact, MS-WORD cannot do many things that TeX can do.) After all, it is written by prof. Knuth himself.
LaTeX is a macro package for the TeX system. That is, it defines a number of additional keywords and commands that make using TeX easy and accessible for non-programmers. For example, to get fonts and other style required by a particular journal, all you have to do is select an appropriate class and the content will be formatted in a correct manner for you.(Assuming that somebody has written a style file and/or class, which is true for most journals.) If you are writing an article for a journal and it is to be included in a collected works also, imagine the work involved if you are using a word processor. In LaTeX all you have to do is change the class name. :-)

To learn TeX and LaTeX get hold of the following books and read them.

• The TeXbook by Donald E. Knuth
• LaTeX: A Document Preparation System by Leslie Lamport
  

Here we'll see the packages required to use it and how to install them, since that is what most beginners struggle at and not covered in the above books.

Windows:
Download and install the following software (Both are available for free):
MikTeX - This contains the actual TeX software and it takes care of reading your input files and converting them into PDF or DVI files.
WinShell - This is basically an editor and you can create documents without this one, but considering the extraordinary capabilities of the Notepad it may be wise to install this. It has much more capabilities like generating LaTeX code for writing math symbols or tedious work like producing table etc.

Linux:
Open your favorite package manager and install the following packages:

• texlive-base
• texlive-latex-base

Install the documentation too. As you progress with the stuff you can install extra packages and their documentation.
If you are an EMACS fan, install Auctex also.
To compile your TeX files (which are actually text files created using any editor) see the relevant section in The TeXbook.

I'll post about the tips and tricks in subsequent posts since tutorial is already available in Knuth's excellent book.
A TeX Users Group is also available and is very active.